Anic Equity¶

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Total return since start: 0.546 %¶

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Equity now: -----------------------------> 47235.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45840.94 Kr¶

PnL: ---------------------------------------> -1047.63 Kr¶

DD now: ---------------------------------> -2.866 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:05:26.198989'

Anic Portfolio¶

Today¶

Return: -0.419 %¶

This Week¶

Return: -1.413 %¶

Total¶

Return: 54.638 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -1.130000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 14.230000 790.000000 117.000000 17.380000 673.000000
SAAB B 8 0.890000 3438.400000 61.400000 1.820000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.430000 390.300000 35.300000 9.940000 355.000000
Nordea Bank Abp 29 0.230000 3477.100000 23.100000 0.670000 3453.999992
Corem Property Group B 59 -3.150000 597.670000 20.670000 3.580000 576.999999
AcadeMedia 12 -1.520000 576.720000 19.720000 3.540000 557.000004
Resurs Holding 22 -1.640000 592.020000 18.020000 3.140000 573.999998
Intrum 4 2.790000 545.000000 18.000000 3.420000 527.000000
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.160000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Securitas B 6 -0.250000 577.320000 7.320000 1.280000 570.000000
Boozt 12 -0.500000 1659.600000 5.600000 0.340000 1653.999996
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 -0.030000 535.040000 3.040000 0.570000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.190000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -2.180000 547.000000 -27.000000 -4.700000 574.000000
International Petroleum Corp. 5 -0.090000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -1.970000 1096.000000 -53.000000 -4.610000 1149.000000
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Vivesto 1368 0.670000 537.080000 -75.920000 -12.390000 612.999432
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -3.020000 3468.400000 -287.600000 -7.660000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45840.940000 -1047.630000 -2.86649% 46888.564618

Updated:¶

'2023-01-26 17:05:39.135676'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶